Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 92 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 92 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 92 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 86.44K | — |
| 3-year earnings growth | 16.26 | — |